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~isPartOf:"Applied mathematical finance"
~isPartOf:"Global finance journal"
~subject:"Derivative"
~subject:"Stochastischer Prozess"
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Derivative
Stochastischer Prozess
Option trading
66
Optionsgeschäft
66
Option pricing theory
53
Optionspreistheorie
53
Volatility
28
Volatilität
28
Derivat
21
Stochastic process
14
Theorie
12
Theory
12
Black-Scholes model
11
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implied volatility
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stochastic volatility
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3
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3
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30
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Cohen, Samuel N.
2
Reisinger, Christoph
2
Wang, Sheng
2
Zheng, Wendong
2
Aly, Sidi Mohamed Ould
1
Aoudia, Djilali Ait
1
Banerjee, Pradip
1
Benth, Fred Espen
1
Bhatnagar, Chandra Shekhar
1
Bossu, Sébastien
1
Chatrath, Arjun
1
Chen, Jane
1
Christie-David, Rohan
1
Cont, Rama
1
Di Nunno, Giulia
1
Duck, Peter W.
1
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1
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1
Evatt, Geoffrey W.
1
Ewald, Christian-Oliver
1
Figueroa-López, José E.
1
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1
Funahashi, Hideharu
1
Fung, Joseph K. W.
1
Gardini, Matteo
1
Gerstner, Thomas Stefan
1
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1
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1
Gong, Ruoting
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Goutte, Stéphane
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Hu, May
1
Ismail, Amine
1
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1
Johnson, Paul V.
1
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Applied mathematical finance
Global finance journal
International journal of theoretical and applied finance
46
The journal of futures markets
35
Quantitative finance
30
Review of derivatives research
24
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of computational finance
19
Journal of banking & finance
18
Journal of economic dynamics & control
18
Finance research letters
17
International journal of financial engineering
17
European journal of operational research : EJOR
16
International review of economics & finance : IREF
16
Journal of mathematical finance
15
Finance and stochastics
14
Journal of financial economics
14
Computational economics
13
The journal of derivatives : JOD
13
Annals of finance
10
Risks : open access journal
10
Journal of financial markets
9
The European journal of finance
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Economic modelling
8
Journal of econometrics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Applied financial economics
7
Asia-Pacific financial markets
7
Insurance / Mathematics & economics
7
Review of quantitative finance and accounting
7
Applied economics letters
6
Energy economics
6
International review of financial analysis
6
Mathematics and financial economics
6
Research paper series / Swiss Finance Institute
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The journal of finance : the journal of the American Finance Association
6
Theoretical economics letters
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Journal of derivatives & hedge funds
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ECONIS (ZBW)
30
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1
Informed trading in the options market surrounding data breaches
Piccotti, Louis R.
;
Wang, Heng
- In:
Global finance journal
56
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014478971
Saved in:
2
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
3
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
4
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
5
Cross-market informed trading in the CDS and option markets
Hu, May
;
Park, Jason
;
Chen, Jane
;
Verhoevenc, Peter
- In:
Global finance journal
54
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013470116
Saved in:
6
Static replication of European multi-asset options with homogeneous payoff
Bossu, Sébastien
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 381-394
Persistent link: https://www.econbiz.de/10013411710
Saved in:
7
Detecting and repairing arbitrage in traded option prices
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 345-373
Persistent link: https://www.econbiz.de/10012501620
Saved in:
8
The effects of options listing and delisting in a short-sale-constrained market : evidence from the Indian equities markets
Banerjee, Pradip
;
Chatrath, Arjun
;
Christie-David, Rohan
; …
- In:
Global finance journal
35
(
2018
),
pp. 157-169
Persistent link: https://www.econbiz.de/10012124810
Saved in:
9
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
10
Robust barrier option pricing by frame projection under exponential Lévy dynamics
Kirkby, J. Lars
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 337-386
Persistent link: https://www.econbiz.de/10011815237
Saved in:
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